+260.0%
FAST vs OTIS
+93.9%
+166.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -4.7% | -4.7% | 0.0% | -2.7% |
| 3M | +7.9% | +1.2% | +6.7% | +7.2% |
| 6M | +7.4% | -20.5% | +28.0% | +18.8% |
| YTD | +25.1% | -18.4% | +43.5% | +36.5% |
| 1Y | +4.7% | -18.1% | +22.8% | +13.9% |
| 3Y | +94.7% | -10.6% | +105.3% | +100.4% |
| 5Y | +106.8% | -16.1% | +122.8% | +113.6% |
| All | +260.0% | +93.9% | +166.0% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling